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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
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Volatilität
ARCH-Modell
Estimation
429
Schätzung
429
USA
107
United States
107
Theorie
105
Theory
105
Volatility
104
Börsenkurs
79
Share price
79
Welt
60
World
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Capital income
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Kapitaleinkommen
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Exchange rate
49
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ARCH model
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Großbritannien
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Option pricing theory
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Optionspreistheorie
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34
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Kointegration
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Time series analysis
29
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Zeitreihenanalyse
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Panel study
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Derivat
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Article
117
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Article in journal
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117
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English
117
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Ma, Feng
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Gupta, Rangan
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
McKenzie, Michael D.
2
Orlov, Alexei G.
2
Salisu, Afees A.
2
Wang, George H. K.
2
Wei, Yu
2
Zaatour, Riadh
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Alexiou, Lykourgos
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Aragó, Vicent
1
Arfaoui, Mongi
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Baba, Naohiko
1
Bai, Lan
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Bathia, Deven
1
Beine, Michel
1
Bhar, Ramaprasad
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Bredin, Donal
1
Brou, Jean Marcelin Bosson
1
Butt, Hilal Anwar
1
Byström, Hans N. E.
1
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International journal of finance & economics : IJFE
The journal of futures markets
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
110
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of banking & finance
90
Journal of empirical finance
90
Applied economics letters
86
Applied financial economics
84
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
Journal of international money and finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
62
Journal of risk and financial management : JRFM
58
International journal of forecasting
53
The European journal of finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Journal of financial economics
37
Quantitative finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of financial econometrics
32
Cogent economics & finance
31
Journal of economic dynamics & control
30
Journal of forecasting
29
Review of quantitative finance and accounting
29
Econometric reviews
28
Journal of financial markets
27
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ECONIS (ZBW)
117
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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